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Monte Carlo comparison of seven normality tests.
- Source :
- Journal of Statistical Computation & Simulation; Aug2011, Vol. 81 Issue 8, p965-972, 8p
- Publication Year :
- 2011
-
Abstract
- This article studies seven different tests of normality. The tests in question are Kolmogorov-Smirnov, Anderson-Darling, Kuiper, Jarque-Bera, Cramer von Mises, Shapiro-Wilk, and Vasicek. Each test is described and power comparisons are made by using Monte Carlo computations under various alternatives. The results are discussed and interpreted separately. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00949655
- Volume :
- 81
- Issue :
- 8
- Database :
- Complementary Index
- Journal :
- Journal of Statistical Computation & Simulation
- Publication Type :
- Academic Journal
- Accession number :
- 62823396
- Full Text :
- https://doi.org/10.1080/00949650903580047